ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 124-050 123-135 -0-235 -0.6% 125-000
High 124-070 124-230 0-160 0.4% 125-000
Low 123-130 123-105 -0-025 -0.1% 123-105
Close 123-170 124-025 0-175 0.4% 124-025
Range 0-260 1-125 0-185 71.2% 1-215
ATR 0-233 0-248 0-015 6.5% 0-000
Volume 68,251 56,292 -11,959 -17.5% 353,186
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 128-068 127-172 124-270
R3 126-263 126-047 124-147
R2 125-138 125-138 124-107
R1 124-242 124-242 124-066 125-030
PP 124-013 124-013 124-013 124-068
S1 123-117 123-117 123-304 123-225
S2 122-208 122-208 123-263
S3 121-083 121-312 123-223
S4 119-278 120-187 123-100
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 129-048 128-092 124-319
R3 127-153 126-197 124-172
R2 125-258 125-258 124-123
R1 124-302 124-302 124-074 124-172
PP 124-043 124-043 124-043 123-299
S1 123-087 123-087 123-296 122-278
S2 122-148 122-148 123-247
S3 120-253 121-192 123-198
S4 119-038 119-297 123-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-185 123-105 2-080 1.8% 0-267 0.7% 33% False True 151,955
10 125-280 123-105 2-175 2.1% 0-254 0.6% 29% False True 941,476
20 126-315 123-105 3-210 2.9% 0-229 0.6% 21% False True 1,011,647
40 127-100 123-105 3-315 3.2% 0-215 0.5% 19% False True 985,032
60 129-255 123-105 6-150 5.2% 0-243 0.6% 12% False True 1,107,430
80 131-200 123-105 8-095 6.7% 0-247 0.6% 9% False True 1,092,465
100 133-000 123-105 9-215 7.8% 0-218 0.6% 8% False True 875,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 130-201
2.618 128-115
1.618 126-310
1.000 126-035
0.618 125-185
HIGH 124-230
0.618 124-060
0.500 124-008
0.382 123-275
LOW 123-105
0.618 122-150
1.000 121-300
1.618 121-025
2.618 119-220
4.250 117-134
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 124-019 124-019
PP 124-013 124-013
S1 124-008 124-008

These figures are updated between 7pm and 10pm EST after a trading day.

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